If I'm understanding your question correctly, place a text animation over the screenshot.
Insert > Text Animation > enter your text and typeface, move the object where you want on the screenshot.
Then in the properties panel find the 'effect' drop down and choose Typing Text or Typing Text with Sound.
You might have to play with the font size and position to make it look right. I find the animated text size is smaller that I expect it to be.
I'm glad to find out about Andy's method and look forward to trying that.
In the past, I have previewed the project and while it is playing, I have taken a screenshot of the project's screen. Then I use this image as a background to do a recording.